Publications by xi'an
The importance of being unoriginal (and befriending google)
In search of bin countsI look at histograms and density functions of my data in R on a regular basis. I have some idea of the algorithms behind these, but I’ve never had any reason to go under the hood until now. Lately, I’ve been looking using the bin counts for things like Shannon entropy ( in the very nice entropy package. I figured tha...
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Further Bernoulli factories
Yesterday, Andrew Thomas and José Blanchet posted a note on the Bernouilli factory on arXiv. This short paper links with the recent paper of Flegal and Herbei I commented earlier. Considering the special target Thomas and Blanchet develop an elaborate scheme of cascading envelopes that converge to f from above. Their paper is very clear to read...
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Efficient loops in R — the complexity versus speed trade-off
I’ve written before about the up- and downsides of the plyr package — I love it’s simplicity, but it can’t be mindlessly applied, no pun intended. This week, I started building a agent-based model for a large population, and I figured I’d use something like a binomial per-timestep birth-death process for between-agent conne...
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Summer school in Gran Paradiso
The Parco Nazionale Gran Paradiso and the Università di Pavia are organising a summer school on “Advances in species distribution modelling in ecological studies and conservation” in Pavia and Cogne, 12-18 September 2011. This school includes R and Winbugs tutorials, regular classes, plus a field trip to the park, so this sounds quite exciti...
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A heap of PhD studentships at UCL
Mark Girolami sent me this announcement for six PhD studentships in Statistical Methodology and Its Application at University College London (UCL) that are great opportunities for anyone interested in computational statistics! The studentships are attached to the Department of Statistical Science at University College London, and a subset of them...
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Normal tail precision
In conjunction with the normal-Laplace comparison mentioned in the most recent post about our lack of confidence in ABC model choice, we have been working on the derivation of the exact Bayes factor and I derived an easy formula for the marginal likelihood in the Laplace case that boils down to a weighted sum of normal probabilities (with somehow...
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Bayesian Fall school in La Rochelle
The French agronomy research institute INRA is organising a Fall school in La Rochelle, Nov. 28 – Dec. 02, on Bayesian methods, oriented towards the applications in food sciences, environmental sciences, and biology. The provisional program (in French) is ■ Initiation aux outils informatiques R et WinBUGS (TP et réalisation de projets sur or...
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density()
Following my earlier posts on the revision of Lack of confidence, here is an interesting outcome from the derivation of the exact marginal likelihood in the Laplace case. Computing the posterior probability of a normal model versus a Laplace model in the normal (gold) and the Laplace (chocolate) settings leads to the above histogram(s), which sho...
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Bounded target support
Here is an interesting question from Tomàs that echoes a lot of related emails: I’m turning to you for advice. I’m facing problem where parameter space is bounded, e.g. all parameters have to be positive. If in MCMC as proposal distribution I use normal distribution, then at some iterations I get negative proposals. So my question is: sho...
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The foundations of Statistics: a simulation-based approach
“We have seen that a perfect correlation is perfectly linear, so an imperfect correlation will be `imperfectly linear’.” page 128 This book has been written by two linguists, Shravan Vasishth and Michael Broe, in order to teach statistics “in areas that are traditionally not mathematically demanding” at a deeper level than traditiona...
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